Yep, that's what I'm thinking...
Make a file called "test.php" in the zenphoto directory with this one line in it:
<?php phpinfo(); ?>
Then open a browser and go to the address of that file (like, http://www.dorothyp.com/photos/test.php) and look for the "SCRIPT_FILENAME" variable (should be in the "Apache Environment" section). That should tell you the path to the test.php. Just remove test.php and add /zen/ and that should be the correct path ZenPress needs.